+875.5%
MDB vs EXR
+172.2%
+703.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | -11.4% | +5.2% | -16.6% | -13.6% |
| 30D | -13.8% | +20.9% | -34.7% | -21.5% |
| 3M | -15.5% | +7.7% | -23.2% | -18.6% |
| 6M | +17.9% | +13.2% | +4.8% | +10.3% |
| YTD | -25.5% | +26.5% | -51.9% | -34.5% |
| 1Y | -12.1% | +27.2% | -39.3% | -23.1% |
| 3Y | -5.9% | +71.5% | -77.4% | -33.4% |
| 5Y | -43.7% | +0.4% | -44.1% | -46.1% |
| All | +875.5% | +172.2% | +703.3% | +594.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling